Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'944 CHF | 500'944 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'294 CHF | 498'294 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'792 CHF | 500'792 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'154 CHF | 503'154 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'747 CHF | 503'747 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'325 CHF | 503'325 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'648 CHF | 506'648 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'420 CHF | 509'420 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'227 CHF | 506'227 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'992 CHF | 507'992 CHF | 99.24% | 99.24% |